Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.35% | 3.97 CHF | 3.98 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 101'884 CHF | 102'242 CHF | 100.00% | 100.00% |
19.11.2024 | 0.34% | 4.12 CHF | 4.14 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 102'319 CHF | 102'668 CHF | 100.00% | 100.00% |
18.11.2024 | 0.34% | 4.16 CHF | 4.17 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 102'878 CHF | 103'226 CHF | 100.00% | 100.00% |
15.11.2024 | 0.33% | 4.26 CHF | 4.27 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 109'394 CHF | 109'752 CHF | 100.00% | 100.00% |
14.11.2024 | 0.32% | 4.53 CHF | 4.54 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 112'918 CHF | 113'281 CHF | 99.52% | 99.52% |
13.11.2024 | 0.33% | 4.37 CHF | 4.39 CHF | 25'000 | 25'000 | 24'889 | 24'889 | 109'233 CHF | 109'588 CHF | 99.32% | 99.32% |
12.11.2024 | 0.34% | 4.47 CHF | 4.49 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 113'591 CHF | 113'979 CHF | 100.00% | 100.00% |
11.11.2024 | 0.31% | 4.60 CHF | 4.62 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 115'663 CHF | 116'020 CHF | 100.00% | 100.00% |
08.11.2024 | 0.33% | 4.54 CHF | 4.56 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 113'001 CHF | 113'374 CHF | 100.00% | 100.00% |
07.11.2024 | 0.35% | 4.54 CHF | 4.55 CHF | 25'000 | 25'000 | 24'741 | 24'741 | 112'158 CHF | 112'547 CHF | 99.13% | 99.13% |